bounding.seq: Bounding Sequence

In HCTR: Higher Criticism Tuned Regression

Description

Calculates bounding sequence of higher crticism for proportion estimator using p-values

Usage

bounding.seq(p.value, alpha)

Arguments

p.value	A matrix of p-values from permutation: row is from each permutation; column is from each variable.
alpha	Probability of Type I error for bounding sequence, the default value is 1 / sqrt(log(p)), where p is number of p-values in each permutation.

Value

A bounding value of higher criticism with (1 - alpha) confidence.

References

\insertRef

jeng2019efficientHCTR

Examples

set.seed(10)
X <- matrix(runif(n = 10000, min = 0, max = 1), nrow = 100)
result <- bounding.seq(p.value = X)

HCTR documentation built on Dec. 1, 2019, 1:21 a.m.